You observe the following yields for default-free zero-coupon bonds: T 1 3.00% 2 4.00% 3 5.00% 4 6.00% Assume you buy a four-year zero-coupon bond today. What is your expected annual return for holding the bond for two years in two years, this will be a 2-year bond), if you assume that forward rates perfectly predict future interest rates? Please provide your estimated annual return to the level of a basis point (e.g. 4.01%)